Financial volatility modeling: The feedback asymmetric conditional autoregressive range model (Q5379288)

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scientific article; zbMATH DE number 7060046
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Financial volatility modeling: The feedback asymmetric conditional autoregressive range model
scientific article; zbMATH DE number 7060046

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    Financial volatility modeling: The feedback asymmetric conditional autoregressive range model (English)
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    28 May 2019
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    ACARR
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    CARR
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    FACARR
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    price range
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    volatility forecasting
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